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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Bloomberg Emerging Market Democracies ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
First Trust Bloomberg Emerging Market Democracies ETF (EMDM) has returned 11.89% so far this year and 68.49% over the past 12 months.
First Trust Bloomberg Emerging Market Democracies ETF
- 1D
- 5.02%
- 1M
- -11.39%
- YTD
- 11.89%
- 6M
- 27.11%
- 1Y
- 68.49%
- 3Y*
- 24.85%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 2023, EMDM's average daily return is +0.09%, while the average monthly return is +1.94%. At this rate, your investment would double in approximately 3.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 2026 with a return of +13.0%, while the worst month was Mar 2026 at -11.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EMDM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 3, 2026 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.97% | 11.77% | -11.39% | 11.89% | |||||||||
| 2025 | 2.51% | -0.27% | 3.71% | 3.27% | 5.25% | 7.84% | -0.96% | 3.42% | 10.41% | 7.01% | 0.88% | 5.23% | 59.68% |
| 2024 | -4.84% | 0.76% | 5.07% | -0.80% | -0.22% | 3.48% | 1.07% | 1.41% | 1.08% | -4.50% | -3.52% | -3.47% | -4.93% |
| 2023 | -0.32% | 0.15% | -0.62% | 7.00% | 4.36% | -7.30% | -3.69% | -1.96% | 10.63% | 6.46% | 14.21% |
Benchmark Metrics
First Trust Bloomberg Emerging Market Democracies ETF has an annualized alpha of 8.81%, beta of 0.90, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since March 06, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.30%) than losses (40.79%) — typical of diversified or defensive assets.
- R² of 0.50 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 8.81%
- Beta
- 0.90
- R²
- 0.50
- Upside Capture
- 98.30%
- Downside Capture
- 40.79%
Expense Ratio
EMDM has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EMDM ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and compare them to a chosen benchmark (S&P 500 Index).
| EMDM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.93 | 0.90 | +2.03 |
Sortino ratioReturn per unit of downside risk | 3.54 | 1.39 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.21 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.40 | +2.91 |
Martin ratioReturn relative to average drawdown | 18.18 | 6.61 | +11.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EMDM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust Bloomberg Emerging Market Democracies ETF provided a 3.19% dividend yield over the last twelve months, with an annual payout of $1.12 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.12 | $1.12 | $1.20 | $0.49 |
Dividend yield | 3.19% | 3.57% | 5.87% | 2.16% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Bloomberg Emerging Market Democracies ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.80 | $1.12 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.85 | $1.20 |
| 2023 | $0.23 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.49 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Bloomberg Emerging Market Democracies ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Bloomberg Emerging Market Democracies ETF was 18.81%, occurring on Apr 8, 2025. Recovery took 33 trading sessions.
The current First Trust Bloomberg Emerging Market Democracies ETF drawdown is 11.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.81% | Sep 27, 2024 | 132 | Apr 8, 2025 | 33 | May 27, 2025 | 165 |
| -15.65% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -13.22% | Jul 31, 2023 | 46 | Oct 3, 2023 | 51 | Dec 14, 2023 | 97 |
| -10.24% | Jul 15, 2024 | 16 | Aug 5, 2024 | 37 | Sep 26, 2024 | 53 |
| -7.68% | Dec 28, 2023 | 13 | Jan 17, 2024 | 49 | Mar 27, 2024 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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